{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\XINDONG XUE\META-ANALYSIS\REVISION FOR JHE\DATA AND CODE\Part2 Results(20191130).smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 1 Dec 2019, 19:25:40
{txt}
{com}. use "sc_data(20191130).dta"
{txt}
{com}. replace numberofscvariables=2 if id==524 
{txt}(10 real changes made)

{com}. 
. ******************************************************************************
. *DEFINITION OF BASIC VARIABLES
. ******************************************************************************
. gen tstat = real(tstatistics)
{txt}(1 missing value generated)

{com}. gen negative = 1
{txt}
{com}. replace negative = -1 if ((badhealth == 1 & badsc == 0) | (badhealth == 0 & badsc == 1))
{txt}(5,727 real changes made)

{com}. replace tstat = tstat*negative
{txt}(5,656 real changes made)

{com}. gen df = nobs
{txt}
{com}. gen obsno = _n
{txt}
{com}. replace df = . if tstat == .
{txt}(1 real change made, 1 to missing)

{com}. gen r = tstat/sqrt(tstat^2+df)
{txt}(1 missing value generated)

{com}. gen varR = (1-r^2)/df
{txt}(1 missing value generated)

{com}. gen seR = sqrt(varR)
{txt}(1 missing value generated)

{com}. gen pcc = r
{txt}(1 missing value generated)

{com}. 
. quietly summ pcc, detail
{txt}
{com}. keep if pcc > r(p1) & pcc < r(p99) 
{txt}(263 observations deleted)

{com}. 
. // Calculating study weights
. bysort id: egen numberests = count(id)
{txt}
{com}. tabulate numberests 

 {txt}numberests {c |}      Freq.     Percent        Cum.
{hline 12}{c +}{hline 35}
          1 {c |}{res}         12        0.09        0.09
{txt}          2 {c |}{res}         46        0.36        0.45
{txt}          3 {c |}{res}         54        0.42        0.88
{txt}          4 {c |}{res}         60        0.47        1.35
{txt}          5 {c |}{res}         60        0.47        1.82
{txt}          6 {c |}{res}        138        1.08        2.90
{txt}          7 {c |}{res}         84        0.66        3.55
{txt}          8 {c |}{res}        192        1.50        5.06
{txt}          9 {c |}{res}         90        0.70        5.76
{txt}         10 {c |}{res}        130        1.02        6.78
{txt}         11 {c |}{res}         66        0.52        7.29
{txt}         12 {c |}{res}        456        3.57       10.86
{txt}         13 {c |}{res}         13        0.10       10.96
{txt}         14 {c |}{res}        210        1.64       12.61
{txt}         15 {c |}{res}        105        0.82       13.43
{txt}         16 {c |}{res}        352        2.75       16.18
{txt}         17 {c |}{res}        102        0.80       16.98
{txt}         18 {c |}{res}        270        2.11       19.10
{txt}         19 {c |}{res}         57        0.45       19.54
{txt}         20 {c |}{res}        220        1.72       21.26
{txt}         21 {c |}{res}         84        0.66       21.92
{txt}         22 {c |}{res}        176        1.38       23.30
{txt}         23 {c |}{res}         46        0.36       23.66
{txt}         24 {c |}{res}        456        3.57       27.23
{txt}         25 {c |}{res}         25        0.20       27.42
{txt}         26 {c |}{res}        104        0.81       28.24
{txt}         27 {c |}{res}        189        1.48       29.72
{txt}         28 {c |}{res}         84        0.66       30.37
{txt}         29 {c |}{res}         58        0.45       30.83
{txt}         30 {c |}{res}        240        1.88       32.70
{txt}         31 {c |}{res}         31        0.24       32.95
{txt}         32 {c |}{res}        288        2.25       35.20
{txt}         33 {c |}{res}         99        0.77       35.98
{txt}         34 {c |}{res}         34        0.27       36.24
{txt}         35 {c |}{res}        245        1.92       38.16
{txt}         36 {c |}{res}        504        3.94       42.10
{txt}         37 {c |}{res}         37        0.29       42.39
{txt}         40 {c |}{res}        200        1.57       43.96
{txt}         42 {c |}{res}        126        0.99       44.94
{txt}         44 {c |}{res}         88        0.69       45.63
{txt}         45 {c |}{res}        135        1.06       46.69
{txt}         46 {c |}{res}         46        0.36       47.05
{txt}         48 {c |}{res}        288        2.25       49.30
{txt}         49 {c |}{res}         98        0.77       50.07
{txt}         50 {c |}{res}        200        1.57       51.64
{txt}         51 {c |}{res}        102        0.80       52.43
{txt}         54 {c |}{res}        108        0.85       53.28
{txt}         55 {c |}{res}        110        0.86       54.14
{txt}         56 {c |}{res}         56        0.44       54.58
{txt}         57 {c |}{res}         57        0.45       55.02
{txt}         60 {c |}{res}        480        3.76       58.78
{txt}         64 {c |}{res}        128        1.00       59.78
{txt}         65 {c |}{res}         65        0.51       60.29
{txt}         68 {c |}{res}        136        1.06       61.36
{txt}         70 {c |}{res}         70        0.55       61.90
{txt}         72 {c |}{res}        288        2.25       64.16
{txt}         73 {c |}{res}         73        0.57       64.73
{txt}         76 {c |}{res}        152        1.19       65.92
{txt}         77 {c |}{res}         77        0.60       66.52
{txt}         78 {c |}{res}         78        0.61       67.13
{txt}         80 {c |}{res}        240        1.88       69.01
{txt}         84 {c |}{res}         84        0.66       69.67
{txt}         87 {c |}{res}         87        0.68       70.35
{txt}         93 {c |}{res}         93        0.73       71.08
{txt}         96 {c |}{res}        384        3.01       74.08
{txt}        102 {c |}{res}        102        0.80       74.88
{txt}        104 {c |}{res}        104        0.81       75.69
{txt}        108 {c |}{res}        108        0.85       76.54
{txt}        110 {c |}{res}        110        0.86       77.40
{txt}        120 {c |}{res}        240        1.88       79.28
{txt}        121 {c |}{res}        121        0.95       80.22
{txt}        124 {c |}{res}        124        0.97       81.19
{txt}        127 {c |}{res}        127        0.99       82.19
{txt}        128 {c |}{res}        256        2.00       84.19
{txt}        136 {c |}{res}        136        1.06       85.26
{txt}        138 {c |}{res}        276        2.16       87.42
{txt}        140 {c |}{res}        140        1.10       88.51
{txt}        143 {c |}{res}        143        1.12       89.63
{txt}        148 {c |}{res}        148        1.16       90.79
{txt}        152 {c |}{res}        152        1.19       91.98
{txt}        160 {c |}{res}        160        1.25       93.23
{txt}        172 {c |}{res}        172        1.35       94.58
{txt}        225 {c |}{res}        225        1.76       96.34
{txt}        228 {c |}{res}        228        1.78       98.12
{txt}        240 {c |}{res}        240        1.88      100.00
{txt}{hline 12}{c +}{hline 35}
      Total {c |}{res}     12,778      100.00
{txt}
{com}. gen weight = 1/numberests
{txt}
{com}. 
. quietly summ pubyear
{txt}
{com}. replace pubyear = pubyear - r(mean)
{txt}variable {bf}pubyear{sf} was {bf}{res}int{sf}{txt} now {bf}{res}float{sf}
{txt}(12,778 real changes made)

{com}. 
. quietly summ numberofscvariables
{txt}
{com}. replace numberofscvariables = numberofscvariables - r(mean)
{txt}variable {bf}numberofscvariables{sf} was {bf}{res}byte{sf}{txt} now {bf}{res}float{sf}
{txt}(12,778 real changes made)

{com}. 
. gen eastasia=(country_region=="East_Asia")
{txt}
{com}. gen usa=(country_region=="USA")
{txt}
{com}. gen westnortheurope=(country_region=="West_North_Europe")
{txt}
{com}. gen highincome=(country_region=="High-income countries")
{txt}
{com}. gen othercountry = 1 - eastasia - usa - westnortheurope - highincome
{txt}
{com}. 
. quietly summ numberofscvariables
{txt}
{com}. // We replace numberofscvariables with deviation from mean
. replace numberofscvariables = numberofscvariables - r(mean)
{txt}(1,173 real changes made)

{com}. 
. // Estimation Method
. gen otherestimation = 1 - ols - fgls - probitlogit - orderedprobitlogit - orhr - hlm - iv 
{txt}(45 missing values generated)

{com}. 
. gen tcalculatedbyci=(tcalculatedbycise==1 & cilowerbound != .)
{txt}
{com}. gen tcalculatedbypvalue2 = tcalculatedbypvalue
{txt}(10,324 missing values generated)

{com}. replace tcalculatedbypvalue = (tcalculatedbypvalue2 == 1)
{txt}(10,324 real changes made)

{com}. gen tnormal = 1 - tcalculatedbyci - tcalculatedbypvalue
{txt}
{com}. 
. // Generating transformed variables for FE and RE
. gen fetstatR = r/seR
{txt}
{com}. metareg r seR pubyear panel iv individualsc eastasia westnortheurope highincome othercountry ///
> physicalhealth mentalhealth selfreported cognitivestructual bondingbridginglinking ///
> numberofscvariables age gender education maritalstatus income ols orhr hlm ///
> seother tnormal tcalculatedbypvalue, wsse(seR)

{txt}Meta-regression{col 55}Number of obs{col 70}= {res}   3205
REML{txt} estimate of between-study variance{col 55}tau2{col 70}={res} .000979
{txt}% residual variation due to heterogeneity{col 55}I-squared_res{col 70}= {res} 85.68%
{txt}Proportion of between-study variance explained{col 55}Adj R-squared {col 70}= {res} 24.82%
{txt}Joint test for all covariates{col 55}Model F({res}26{txt},{res}3178{txt}){col 70}= {res}  25.86
With{txt} Knapp-Hartung modification{col 55}Prob > F{col 70}= {res} 0.0000
{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}              r{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 12}seR {c |}{col 17}{res}{space 2} .6927494{col 29}{space 2}  .069244{col 40}{space 1}   10.00{col 49}{space 3}0.000{col 57}{space 4} .5569819{col 70}{space 3} .8285169
{txt}{space 8}pubyear {c |}{col 17}{res}{space 2} .0005949{col 29}{space 2} .0001634{col 40}{space 1}    3.64{col 49}{space 3}0.000{col 57}{space 4} .0002746{col 70}{space 3} .0009152
{txt}{space 10}panel {c |}{col 17}{res}{space 2}-.0033857{col 29}{space 2} .0020503{col 40}{space 1}   -1.65{col 49}{space 3}0.099{col 57}{space 4}-.0074057{col 70}{space 3} .0006344
{txt}{space 13}iv {c |}{col 17}{res}{space 2}  .013737{col 29}{space 2} .0052128{col 40}{space 1}    2.64{col 49}{space 3}0.008{col 57}{space 4} .0035161{col 70}{space 3} .0239579
{txt}{space 3}individualsc {c |}{col 17}{res}{space 2} .0136358{col 29}{space 2} .0030461{col 40}{space 1}    4.48{col 49}{space 3}0.000{col 57}{space 4} .0076632{col 70}{space 3} .0196083
{txt}{space 7}eastasia {c |}{col 17}{res}{space 2}-.0106897{col 29}{space 2} .0028359{col 40}{space 1}   -3.77{col 49}{space 3}0.000{col 57}{space 4}-.0162501{col 70}{space 3}-.0051293
{txt}westnortheurope {c |}{col 17}{res}{space 2}-.0026541{col 29}{space 2} .0027156{col 40}{space 1}   -0.98{col 49}{space 3}0.328{col 57}{space 4}-.0079785{col 70}{space 3} .0026703
{txt}{space 5}highincome {c |}{col 17}{res}{space 2}-.0066165{col 29}{space 2} .0034049{col 40}{space 1}   -1.94{col 49}{space 3}0.052{col 57}{space 4}-.0132925{col 70}{space 3} .0000595
{txt}{space 3}othercountry {c |}{col 17}{res}{space 2}-.0268355{col 29}{space 2} .0034334{col 40}{space 1}   -7.82{col 49}{space 3}0.000{col 57}{space 4}-.0335674{col 70}{space 3}-.0201037
{txt}{space 1}physicalhealth {c |}{col 17}{res}{space 2} -.012988{col 29}{space 2} .0032694{col 40}{space 1}   -3.97{col 49}{space 3}0.000{col 57}{space 4}-.0193984{col 70}{space 3}-.0065777
{txt}{space 3}mentalhealth {c |}{col 17}{res}{space 2}-.0049252{col 29}{space 2} .0020949{col 40}{space 1}   -2.35{col 49}{space 3}0.019{col 57}{space 4}-.0090327{col 70}{space 3}-.0008178
{txt}{space 3}selfreported {c |}{col 17}{res}{space 2} -.003035{col 29}{space 2} .0035366{col 40}{space 1}   -0.86{col 49}{space 3}0.391{col 57}{space 4}-.0099694{col 70}{space 3} .0038993
{txt}cognitivestru~l {c |}{col 17}{res}{space 2}-.0018569{col 29}{space 2} .0023026{col 40}{space 1}   -0.81{col 49}{space 3}0.420{col 57}{space 4}-.0063716{col 70}{space 3} .0026578
{txt}bondingbridgi~g {c |}{col 17}{res}{space 2} .0027044{col 29}{space 2} .0015204{col 40}{space 1}    1.78{col 49}{space 3}0.075{col 57}{space 4}-.0002766{col 70}{space 3} .0056855
{txt}numberofscvar~s {c |}{col 17}{res}{space 2}-.0004432{col 29}{space 2} .0001455{col 40}{space 1}   -3.05{col 49}{space 3}0.002{col 57}{space 4}-.0007284{col 70}{space 3}-.0001579
{txt}{space 12}age {c |}{col 17}{res}{space 2}-.0092854{col 29}{space 2} .0025155{col 40}{space 1}   -3.69{col 49}{space 3}0.000{col 57}{space 4}-.0142175{col 70}{space 3}-.0043533
{txt}{space 9}gender {c |}{col 17}{res}{space 2}-.0062372{col 29}{space 2} .0027455{col 40}{space 1}   -2.27{col 49}{space 3}0.023{col 57}{space 4}-.0116202{col 70}{space 3}-.0008541
{txt}{space 6}education {c |}{col 17}{res}{space 2}-.0013349{col 29}{space 2} .0021307{col 40}{space 1}   -0.63{col 49}{space 3}0.531{col 57}{space 4}-.0055126{col 70}{space 3} .0028427
{txt}{space 2}maritalstatus {c |}{col 17}{res}{space 2}   .00019{col 29}{space 2} .0020512{col 40}{space 1}    0.09{col 49}{space 3}0.926{col 57}{space 4}-.0038319{col 70}{space 3} .0042118
{txt}{space 9}income {c |}{col 17}{res}{space 2} -.008896{col 29}{space 2} .0020569{col 40}{space 1}   -4.33{col 49}{space 3}0.000{col 57}{space 4} -.012929{col 70}{space 3}-.0048631
{txt}{space 12}ols {c |}{col 17}{res}{space 2}-.0157578{col 29}{space 2} .0033976{col 40}{space 1}   -4.64{col 49}{space 3}0.000{col 57}{space 4}-.0224196{col 70}{space 3}-.0090961
{txt}{space 11}orhr {c |}{col 17}{res}{space 2}-.0067055{col 29}{space 2} .0032055{col 40}{space 1}   -2.09{col 49}{space 3}0.037{col 57}{space 4}-.0129905{col 70}{space 3}-.0004206
{txt}{space 12}hlm {c |}{col 17}{res}{space 2}-.0045704{col 29}{space 2} .0040078{col 40}{space 1}   -1.14{col 49}{space 3}0.254{col 57}{space 4}-.0124285{col 70}{space 3} .0032878
{txt}{space 8}seother {c |}{col 17}{res}{space 2} .0027882{col 29}{space 2} .0029973{col 40}{space 1}    0.93{col 49}{space 3}0.352{col 57}{space 4}-.0030886{col 70}{space 3}  .008665
{txt}{space 8}tnormal {c |}{col 17}{res}{space 2} .0006995{col 29}{space 2} .0028556{col 40}{space 1}    0.24{col 49}{space 3}0.807{col 57}{space 4}-.0048994{col 70}{space 3} .0062984
{txt}tcalculatedb~ue {c |}{col 17}{res}{space 2}-.0190384{col 29}{space 2} .0022749{col 40}{space 1}   -8.37{col 49}{space 3}0.000{col 57}{space 4}-.0234988{col 70}{space 3} -.014578
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .0394432{col 29}{space 2} .0069233{col 40}{space 1}    5.70{col 49}{space 3}0.000{col 57}{space 4} .0258686{col 70}{space 3} .0530177
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. scalar tau2 =  e(tau2)
{txt}
{com}. gen revarR = varR + tau2
{txt}
{com}. gen reseR = sqrt(revarR)
{txt}
{com}. gen retstatR = r/reseR
{txt}
{com}. gen repubbiasR = seR/reseR
{txt}
{com}. 
. *************************************
. *************************************
. *************************************
. ************ TABLE 7 ****************
. *************************************
. *************************************
. *************************************
. 
. **********************************************
. ************ FIXED EFFECTS *******************
. **********************************************
. gen conss = 1/seR
{txt}
{com}. gen pubyearr = pubyear/seR
{txt}
{com}. gen panell = panel/seR
{txt}
{com}. gen ivv = iv/seR
{txt}
{com}. gen individualscc = individualsc/seR
{txt}
{com}. gen eastasiaa = eastasia/seR
{txt}
{com}. gen westnortheuropee = westnortheurope/seR
{txt}
{com}. gen highincomee = highincome/seR
{txt}
{com}. gen othercountryy = othercountry/seR
{txt}
{com}. gen physicalhealthh = physicalhealth/seR
{txt}
{com}. gen mentalhealthh = mentalhealth/seR
{txt}
{com}. gen selfreportedd = selfreported/seR
{txt}
{com}. gen numberofscvariabless = numberofscvariables/seR
{txt}
{com}. gen agee = age/seR
{txt}
{com}. gen genderr = gender/seR
{txt}
{com}. gen educationn = education/seR
{txt}
{com}. gen maritalstatuss = maritalstatus/seR
{txt}
{com}. gen incomee = income/seR
{txt}
{com}. gen olss = ols/seR
{txt}
{com}. gen orhrr = orhr/seR
{txt}
{com}. gen hlmm = hlm/seR
{txt}
{com}. gen seotherr = seother/seR
{txt}
{com}. gen tnormall = tnormal/seR
{txt}
{com}. gen tcalculatedbypvaluee = tcalculatedbypvalue/seR
{txt}
{com}. 
. // NOTE: The constant term is the SER term
. 
. *--------------------------------------------------------*
. *   TABLE: FixedEffects(Weight1) // Stepwise Regression  *
. *--------------------------------------------------------*
. 
. // Here we use backwards stepwise regression selecting on the best regression using the BIC criterion 
. quietly regress fetstatR physicalhealthh mentalhealthh individualscc  panell ivv pubyearr ///
> eastasiaa westnortheuropee highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr ///
> hlmm seotherr tnormall tcalculatedbypvaluee conss 
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr educationn maritalstatuss ///
> incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee , ///
> backward bic fix(conss physicalhealthh mentalhealthh individualscc panell ivv)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  65723.31
{hline 78}
BIC {col 7}65717.33  :              remove   pubyearr
BIC {col 7}65734.52  :              remove  eastasiaa
BIC {col 7}65802.37  :              remove westnortheuropee
BIC {col 7}65720.84  :              remove highincomee
BIC {col 7}65714.69  :              remove othercountryy
BIC {col 7}65755.83  :              remove selfreportedd
BIC {col 7}66020.91  :              remove numberofscvariabless
BIC {col 7}65722.47  :              remove       agee
BIC {col 7}65713.91  :              remove    genderr
BIC {col 7}65736.19  :              remove educationn
BIC {col 7}65736.57  :              remove maritalstatuss
BIC {col 7}65714.49  :              remove    incomee
BIC {col 7}65728.57  :              remove       olss
BIC {col 7}65717.19  :              remove      orhrr
BIC {col 7}65717.27  :              remove       hlmm
BIC {col 7}65740.31  :              remove   seotherr
BIC {col 7}65848.12  :              remove   tnormall
BIC {col 7}66388.11  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  65713.91
{hline 78}
BIC {col 7}65708.08  :              remove   pubyearr
BIC {col 7}65725.19  :              remove  eastasiaa
BIC {col 7}65793.42  :              remove westnortheuropee
BIC {col 7}65711.39  :              remove highincomee
BIC {col 7}65705.35  :              remove othercountryy
BIC {col 7}65746.38  :              remove selfreportedd
BIC {col 7}66012.23  :              remove numberofscvariabless
BIC {col 7}65720.75  :              remove       agee
BIC {col 7}65726.76  :              remove educationn
BIC {col 7}65727.63  :              remove maritalstatuss
BIC {col 7}65705.06  :              remove    incomee
BIC {col 7}65720.05  :              remove       olss
BIC {col 7}65707.74  :              remove      orhrr
BIC {col 7}65707.91  :              remove       hlmm
BIC {col 7}65730.99  :              remove   seotherr
BIC {col 7}65839.47  :              remove   tnormall
BIC {col 7}66391.54  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  65705.06
{hline 78}
BIC {col 7}65699.88  :              remove   pubyearr
BIC {col 7}65715.82  :              remove  eastasiaa
BIC {col 7}65784.85  :              remove westnortheuropee
BIC {col 7}65703.04  :              remove highincomee
BIC {col 7}65696.69  :              remove othercountryy
BIC {col 7}65737.1   :              remove selfreportedd
BIC {col 7}66002.78  :              remove numberofscvariabless
BIC {col 7}65712.25  :              remove       agee
BIC {col 7}65730.29  :              remove educationn
BIC {col 7}65718.18  :              remove maritalstatuss
BIC {col 7}65711.31  :              remove       olss
BIC {col 7}65698.77  :              remove      orhrr
BIC {col 7}65698.83  :              remove       hlmm
BIC {col 7}65721.86  :              remove   seotherr
BIC {col 7}65830.14  :              remove   tnormall
BIC {col 7}66392.11  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  65696.69
{hline 78}
BIC {col 7}65690.7   :              remove   pubyearr
BIC {col 7}65720.76  :              remove  eastasiaa
BIC {col 7}65845.4   :              remove westnortheuropee
BIC {col 7}65699.43  :              remove highincomee
BIC {col 7}65728.5   :              remove selfreportedd
BIC {col 7}65993.56  :              remove numberofscvariabless
BIC {col 7}65704.05  :              remove       agee
BIC {col 7}65722.01  :              remove educationn
BIC {col 7}65710.24  :              remove maritalstatuss
BIC {col 7}65703.04  :              remove       olss
BIC {col 7}65690.56  :              remove      orhrr
BIC {col 7}65690.23  :              remove       hlmm
BIC {col 7}65714.54  :              remove   seotherr
BIC {col 7}65823.32  :              remove   tnormall
BIC {col 7}66385.36  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  65690.23
{hline 78}
BIC {col 7}65684.97  :              remove   pubyearr
BIC {col 7}65715.73  :              remove  eastasiaa
BIC {col 7}65836.57  :              remove westnortheuropee
BIC {col 7}65691.16  :              remove highincomee
BIC {col 7}65720.57  :              remove selfreportedd
BIC {col 7}65986.11  :              remove numberofscvariabless
BIC {col 7}65696.57  :              remove       agee
BIC {col 7}65715.7   :              remove educationn
BIC {col 7}65704.67  :              remove maritalstatuss
BIC {col 7}65693.59  :              remove       olss
BIC {col 7}65689.8   :              remove      orhrr
BIC {col 7}65706.13  :              remove   seotherr
BIC {col 7}65850.41  :              remove   tnormall
BIC {col 7}66390.8   :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  65684.97
{hline 78}
BIC {col 7}65717.22  :              remove  eastasiaa
BIC {col 7}65849.51  :              remove westnortheuropee
BIC {col 7}65684.58  :              remove highincomee
BIC {col 7}65717.2   :              remove selfreportedd
BIC {col 7}65978     :              remove numberofscvariabless
BIC {col 7}65692.19  :              remove       agee
BIC {col 7}65709.11  :              remove educationn
BIC {col 7}65700.34  :              remove maritalstatuss
BIC {col 7}65690.81  :              remove       olss
BIC {col 7}65683.25  :              remove      orhrr
BIC {col 7}65698.67  :              remove   seotherr
BIC {col 7}65847.03  :              remove   tnormall
BIC {col 7}66387.5   :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  65683.25
{hline 78}
BIC {col 7}65711.97  :              remove  eastasiaa
BIC {col 7}65846.71  :              remove westnortheuropee
BIC {col 7}65685.14  :              remove highincomee
BIC {col 7}65715.96  :              remove selfreportedd
BIC {col 7}65978.58  :              remove numberofscvariabless
BIC {col 7}65697.8   :              remove       agee
BIC {col 7}65703.14  :              remove educationn
BIC {col 7}65698.75  :              remove maritalstatuss
BIC {col 7}65706.84  :              remove       olss
BIC {col 7}65689.86  :              remove   seotherr
BIC {col 7}65837.67  :              remove   tnormall
BIC {col 7}66404.2   :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    12,778
{txt}{hline 13}{c +}{hline 34}   F(18, 12759)    = {res}   185.49
{txt}       Model {c |} {res} 32967.1067        18  1831.50593   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 125980.467    12,759  9.87385115   {txt}R-squared       ={res}    0.2074
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2063
{txt}       Total {c |} {res} 158947.574    12,777  12.4401325   {txt}Root MSE        =   {res} 3.1423

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0135835{col 29}{space 2}  .001581{col 40}{space 1}    8.59{col 49}{space 3}0.000{col 57}{space 4} .0104846{col 70}{space 3} .0166825
{txt}physicalhealthh {c |}{col 17}{res}{space 2} -.008497{col 29}{space 2} .0011727{col 40}{space 1}   -7.25{col 49}{space 3}0.000{col 57}{space 4}-.0107957{col 70}{space 3}-.0061984
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2} -.006451{col 29}{space 2} .0008085{col 40}{space 1}   -7.98{col 49}{space 3}0.000{col 57}{space 4}-.0080357{col 70}{space 3}-.0048662
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0130469{col 29}{space 2} .0007664{col 40}{space 1}   17.02{col 49}{space 3}0.000{col 57}{space 4} .0115447{col 70}{space 3} .0145491
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0057427{col 29}{space 2} .0005637{col 40}{space 1}  -10.19{col 49}{space 3}0.000{col 57}{space 4}-.0068476{col 70}{space 3}-.0046378
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0002192{col 29}{space 2} .0012115{col 40}{space 1}   -0.18{col 49}{space 3}0.856{col 57}{space 4}-.0025939{col 70}{space 3} .0021555
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0057926{col 29}{space 2} .0009375{col 40}{space 1}    6.18{col 49}{space 3}0.000{col 57}{space 4} .0039549{col 70}{space 3} .0076303
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0092391{col 29}{space 2} .0007007{col 40}{space 1}   13.18{col 49}{space 3}0.000{col 57}{space 4} .0078655{col 70}{space 3} .0106126
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}  .002681{col 29}{space 2} .0007963{col 40}{space 1}    3.37{col 49}{space 3}0.001{col 57}{space 4}   .00112{col 70}{space 3} .0042419
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .007013{col 29}{space 2} .0010798{col 40}{space 1}    6.49{col 49}{space 3}0.000{col 57}{space 4} .0048964{col 70}{space 3} .0091296
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0011597{col 29}{space 2} .0000661{col 40}{space 1}  -17.55{col 49}{space 3}0.000{col 57}{space 4}-.0012892{col 70}{space 3}-.0010301
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.003069{col 29}{space 2} .0006265{col 40}{space 1}   -4.90{col 49}{space 3}0.000{col 57}{space 4}-.0042971{col 70}{space 3}-.0018409
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0023151{col 29}{space 2} .0004274{col 40}{space 1}   -5.42{col 49}{space 3}0.000{col 57}{space 4}-.0031528{col 70}{space 3}-.0014773
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0028462{col 29}{space 2} .0005698{col 40}{space 1}   -4.99{col 49}{space 3}0.000{col 57}{space 4}-.0039631{col 70}{space 3}-.0017292
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0055002{col 29}{space 2} .0009568{col 40}{space 1}    5.75{col 49}{space 3}0.000{col 57}{space 4} .0036247{col 70}{space 3} .0073757
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0025205{col 29}{space 2}  .000629{col 40}{space 1}   -4.01{col 49}{space 3}0.000{col 57}{space 4}-.0037535{col 70}{space 3}-.0012875
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0099611{col 29}{space 2} .0007762{col 40}{space 1}  -12.83{col 49}{space 3}0.000{col 57}{space 4}-.0114826{col 70}{space 3}-.0084396
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0226583{col 29}{space 2}  .000827{col 40}{space 1}  -27.40{col 49}{space 3}0.000{col 57}{space 4}-.0242794{col 70}{space 3}-.0210371
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}   .46797{col 29}{space 2} .0453737{col 40}{space 1}   10.31{col 49}{space 3}0.000{col 57}{space 4} .3790307{col 70}{space 3} .5569092
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv eastasiaa ///
> westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss  ///
> olss seotherr tnormall tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(18, 469)        =  {res}    29.44
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2074
                                                {txt}Root MSE          =    {res} 3.1423

{txt}{ralign 81:(Std. Err. adjusted for {res:470} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0135835{col 29}{space 2} .0053929{col 40}{space 1}    2.52{col 49}{space 3}0.012{col 57}{space 4} .0029863{col 70}{space 3} .0241808
{txt}physicalhealthh {c |}{col 17}{res}{space 2} -.008497{col 29}{space 2} .0035897{col 40}{space 1}   -2.37{col 49}{space 3}0.018{col 57}{space 4} -.015551{col 70}{space 3}-.0014431
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2} -.006451{col 29}{space 2} .0033068{col 40}{space 1}   -1.95{col 49}{space 3}0.052{col 57}{space 4} -.012949{col 70}{space 3} .0000471
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0130469{col 29}{space 2} .0026934{col 40}{space 1}    4.84{col 49}{space 3}0.000{col 57}{space 4} .0077543{col 70}{space 3} .0183395
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0057427{col 29}{space 2} .0023822{col 40}{space 1}   -2.41{col 49}{space 3}0.016{col 57}{space 4}-.0104238{col 70}{space 3}-.0010616
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0002192{col 29}{space 2} .0036143{col 40}{space 1}   -0.06{col 49}{space 3}0.952{col 57}{space 4}-.0073214{col 70}{space 3}  .006883
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0057926{col 29}{space 2} .0036098{col 40}{space 1}    1.60{col 49}{space 3}0.109{col 57}{space 4}-.0013009{col 70}{space 3}  .012886
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0092391{col 29}{space 2} .0031796{col 40}{space 1}    2.91{col 49}{space 3}0.004{col 57}{space 4} .0029911{col 70}{space 3}  .015487
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}  .002681{col 29}{space 2} .0034154{col 40}{space 1}    0.78{col 49}{space 3}0.433{col 57}{space 4}-.0040303{col 70}{space 3} .0093923
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .007013{col 29}{space 2} .0032225{col 40}{space 1}    2.18{col 49}{space 3}0.030{col 57}{space 4} .0006807{col 70}{space 3} .0133453
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0011597{col 29}{space 2} .0002958{col 40}{space 1}   -3.92{col 49}{space 3}0.000{col 57}{space 4}-.0017409{col 70}{space 3}-.0005784
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.003069{col 29}{space 2} .0015686{col 40}{space 1}   -1.96{col 49}{space 3}0.051{col 57}{space 4}-.0061514{col 70}{space 3} .0000133
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0023151{col 29}{space 2} .0013329{col 40}{space 1}   -1.74{col 49}{space 3}0.083{col 57}{space 4}-.0049344{col 70}{space 3} .0003042
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0028462{col 29}{space 2} .0020967{col 40}{space 1}   -1.36{col 49}{space 3}0.175{col 57}{space 4}-.0069662{col 70}{space 3} .0012738
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0055002{col 29}{space 2} .0053914{col 40}{space 1}    1.02{col 49}{space 3}0.308{col 57}{space 4}-.0050942{col 70}{space 3} .0160946
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0025205{col 29}{space 2} .0022867{col 40}{space 1}   -1.10{col 49}{space 3}0.271{col 57}{space 4}-.0070139{col 70}{space 3} .0019729
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0099611{col 29}{space 2}  .002869{col 40}{space 1}   -3.47{col 49}{space 3}0.001{col 57}{space 4}-.0155988{col 70}{space 3}-.0043234
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0226583{col 29}{space 2} .0029351{col 40}{space 1}   -7.72{col 49}{space 3}0.000{col 57}{space 4}-.0284258{col 70}{space 3}-.0168907
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}   .46797{col 29}{space 2} .1452491{col 40}{space 1}    3.22{col 49}{space 3}0.001{col 57}{space 4} .1825505{col 70}{space 3} .7533894
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.20629052
{txt}
{com}. 
. test (physicalhealthh mentalhealthh)

{p 0 7}{space 1}{text:( 1)}{space 1} {res}physicalhealthh = 0{p_end}
{p 0 7}{space 1}{text:( 2)}{space 1} mentalhealthh = 0{p_end}

{txt}       F(  2,   469) ={res}    3.15
{txt}{col 13}Prob > F ={res}    0.0440
{txt}
{com}. 
. *--------------------------------------------------------*
. *   TABLE: FixedEffects(Weight2) // Stepwise Regression  *
. *--------------------------------------------------------*
. 
. // Here we use backwards stepwise regression selecting on the best regression using the BIC criterion
. drop esample
{txt}
{com}. quietly regress fetstatR physicalhealthh mentalhealthh individualscc  panell ivv pubyearr ///
> eastasiaa westnortheuropee highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr ///
> hlmm seotherr tnormall tcalculatedbypvaluee conss  [pweight = weight]
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr educationn maritalstatuss ///
> incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee ///
> [pweight = weight] , backward bic fix(conss physicalhealthh mentalhealthh individualscc panell ivv)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  70034.37
{hline 78}
BIC {col 7}70037.63  :              remove   pubyearr
BIC {col 7}70041.81  :              remove  eastasiaa
BIC {col 7}70155.19  :              remove westnortheuropee
BIC {col 7}70065.93  :              remove highincomee
BIC {col 7}70024.94  :              remove othercountryy
BIC {col 7}70153.89  :              remove selfreportedd
BIC {col 7}70540.79  :              remove numberofscvariabless
BIC {col 7}70027.78  :              remove       agee
BIC {col 7}70033.63  :              remove    genderr
BIC {col 7}70064.72  :              remove educationn
BIC {col 7}70086.01  :              remove maritalstatuss
BIC {col 7}70024.94  :              remove    incomee
BIC {col 7}70055.44  :              remove       olss
BIC {col 7}70027.38  :              remove      orhrr
BIC {col 7}70060.25  :              remove       hlmm
BIC {col 7}70060.99  :              remove   seotherr
BIC {col 7}70182.37  :              remove   tnormall
BIC {col 7}70649.14  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  70024.94
{hline 78}
BIC {col 7}70028.69  :              remove   pubyearr
BIC {col 7}70032.45  :              remove  eastasiaa
BIC {col 7}70146.72  :              remove westnortheuropee
BIC {col 7}70057.24  :              remove highincomee
BIC {col 7}70015.5   :              remove othercountryy
BIC {col 7}70144.44  :              remove selfreportedd
BIC {col 7}70532.1   :              remove numberofscvariabless
BIC {col 7}70018.37  :              remove       agee
BIC {col 7}70024.39  :              remove    genderr
BIC {col 7}70060.49  :              remove educationn
BIC {col 7}70077.11  :              remove maritalstatuss
BIC {col 7}70046.08  :              remove       olss
BIC {col 7}70017.98  :              remove      orhrr
BIC {col 7}70050.83  :              remove       hlmm
BIC {col 7}70051.73  :              remove   seotherr
BIC {col 7}70174.73  :              remove   tnormall
BIC {col 7}70668.9   :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   70015.5
{hline 78}
BIC {col 7}70019.94  :              remove   pubyearr
BIC {col 7}70027.2   :              remove  eastasiaa
BIC {col 7}70207.03  :              remove westnortheuropee
BIC {col 7}70054.05  :              remove highincomee
BIC {col 7}70135.16  :              remove selfreportedd
BIC {col 7}70522.64  :              remove numberofscvariabless
BIC {col 7}70009.02  :              remove       agee
BIC {col 7}70015.35  :              remove    genderr
BIC {col 7}70051.12  :              remove educationn
BIC {col 7}70067.99  :              remove maritalstatuss
BIC {col 7}70036.64  :              remove       olss
BIC {col 7}70008.54  :              remove      orhrr
BIC {col 7}70041.43  :              remove       hlmm
BIC {col 7}70042.32  :              remove   seotherr
BIC {col 7}70165.55  :              remove   tnormall
BIC {col 7}70659.98  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  70008.54
{hline 78}
BIC {col 7}70011.67  :              remove   pubyearr
BIC {col 7}70023.06  :              remove  eastasiaa
BIC {col 7}70197.73  :              remove westnortheuropee
BIC {col 7}70046.35  :              remove highincomee
BIC {col 7}70130.42  :              remove selfreportedd
BIC {col 7}70514.49  :              remove numberofscvariabless
BIC {col 7}70001.21  :              remove       agee
BIC {col 7}70008.03  :              remove    genderr
BIC {col 7}70048.53  :              remove educationn
BIC {col 7}70062.61  :              remove maritalstatuss
BIC {col 7}70032.43  :              remove       olss
BIC {col 7}70033.56  :              remove       hlmm
BIC {col 7}70046.07  :              remove   seotherr
BIC {col 7}70209.68  :              remove   tnormall
BIC {col 7}70666.97  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  70001.21
{hline 78}
BIC {col 7}70006.47  :              remove   pubyearr
BIC {col 7}70017.31  :              remove  eastasiaa
BIC {col 7}70192.83  :              remove westnortheuropee
BIC {col 7}70037.79  :              remove highincomee
BIC {col 7}70122.39  :              remove selfreportedd
BIC {col 7}70505.95  :              remove numberofscvariabless
BIC {col 7}69998.65  :              remove    genderr
BIC {col 7}70047.74  :              remove educationn
BIC {col 7}70068.53  :              remove maritalstatuss
BIC {col 7}70024.92  :              remove       olss
BIC {col 7}70028.21  :              remove       hlmm
BIC {col 7}70039.48  :              remove   seotherr
BIC {col 7}70203.42  :              remove   tnormall
BIC {col 7}70661.17  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless  educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  69998.65
{hline 78}
BIC {col 7}70006.75  :              remove   pubyearr
BIC {col 7}70015.38  :              remove  eastasiaa
BIC {col 7}70188.38  :              remove westnortheuropee
BIC {col 7}70033.29  :              remove highincomee
BIC {col 7}70120.61  :              remove selfreportedd
BIC {col 7}70506.82  :              remove numberofscvariabless
BIC {col 7}70039.69  :              remove educationn
BIC {col 7}70060.63  :              remove maritalstatuss
BIC {col 7}70018.95  :              remove       olss
BIC {col 7}70027.55  :              remove       hlmm
BIC {col 7}70037.78  :              remove   seotherr
BIC {col 7}70204.92  :              remove   tnormall
BIC {col 7}70659.21  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 470)

Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(19, 12758)      =  {res}    29.37
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2270
                                                {txt}Root MSE          =    {res} 3.7191

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0013177{col 29}{space 2} .0045973{col 40}{space 1}    0.29{col 49}{space 3}0.774{col 57}{space 4}-.0076937{col 70}{space 3} .0103292
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0029851{col 29}{space 2} .0033147{col 40}{space 1}   -0.90{col 49}{space 3}0.368{col 57}{space 4}-.0094824{col 70}{space 3} .0035123
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0043642{col 29}{space 2} .0026554{col 40}{space 1}   -1.64{col 49}{space 3}0.100{col 57}{space 4}-.0095692{col 70}{space 3} .0008408
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0197838{col 29}{space 2} .0021081{col 40}{space 1}    9.38{col 49}{space 3}0.000{col 57}{space 4} .0156515{col 70}{space 3} .0239161
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0064756{col 29}{space 2} .0016857{col 40}{space 1}   -3.84{col 49}{space 3}0.000{col 57}{space 4}-.0097797{col 70}{space 3}-.0031714
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0022767{col 29}{space 2} .0029499{col 40}{space 1}    0.77{col 49}{space 3}0.440{col 57}{space 4}-.0035056{col 70}{space 3}  .008059
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0002521{col 29}{space 2} .0001381{col 40}{space 1}   -1.82{col 49}{space 3}0.068{col 57}{space 4}-.0005229{col 70}{space 3} .0000187
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .005949{col 29}{space 2} .0024344{col 40}{space 1}    2.44{col 49}{space 3}0.015{col 57}{space 4} .0011772{col 70}{space 3} .0107209
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0100113{col 29}{space 2} .0018213{col 40}{space 1}    5.50{col 49}{space 3}0.000{col 57}{space 4} .0064412{col 70}{space 3} .0135814
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0060748{col 29}{space 2} .0022522{col 40}{space 1}    2.70{col 49}{space 3}0.007{col 57}{space 4} .0016601{col 70}{space 3} .0104895
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .014849{col 29}{space 2} .0031756{col 40}{space 1}    4.68{col 49}{space 3}0.000{col 57}{space 4} .0086244{col 70}{space 3} .0210736
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0022379{col 29}{space 2} .0002318{col 40}{space 1}   -9.65{col 49}{space 3}0.000{col 57}{space 4}-.0026924{col 70}{space 3}-.0017834
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0041106{col 29}{space 2} .0015394{col 40}{space 1}   -2.67{col 49}{space 3}0.008{col 57}{space 4} -.007128{col 70}{space 3}-.0010932
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0052661{col 29}{space 2} .0016604{col 40}{space 1}   -3.17{col 49}{space 3}0.002{col 57}{space 4}-.0085207{col 70}{space 3}-.0020114
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0058241{col 29}{space 2} .0028095{col 40}{space 1}    2.07{col 49}{space 3}0.038{col 57}{space 4} .0003171{col 70}{space 3} .0113311
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0063385{col 29}{space 2} .0027569{col 40}{space 1}    2.30{col 49}{space 3}0.022{col 57}{space 4} .0009345{col 70}{space 3} .0117425
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0070805{col 29}{space 2}  .002541{col 40}{space 1}   -2.79{col 49}{space 3}0.005{col 57}{space 4}-.0120613{col 70}{space 3}-.0020998
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0113755{col 29}{space 2} .0021208{col 40}{space 1}   -5.36{col 49}{space 3}0.000{col 57}{space 4}-.0155326{col 70}{space 3}-.0072184
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0266881{col 29}{space 2} .0018596{col 40}{space 1}  -14.35{col 49}{space 3}0.000{col 57}{space 4}-.0303332{col 70}{space 3}-.0230431
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6414286{col 29}{space 2} .0876218{col 40}{space 1}    7.32{col 49}{space 3}0.000{col 57}{space 4} .4696767{col 70}{space 3} .8131804
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each study(Column 2)
. regress fetstatR conss physicalhealthh mentalhealthh individualscc  panell ivv pubyearr ///
> eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless  ///
> educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee ///
> [pweight = weight] if esample == 1 , vce(cluster id)
{txt}(sum of wgt is 470)

Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(19, 469)        =  {res}    19.13
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2270
                                                {txt}Root MSE          =    {res} 3.7191

{txt}{ralign 81:(Std. Err. adjusted for {res:470} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0013177{col 29}{space 2} .0075792{col 40}{space 1}    0.17{col 49}{space 3}0.862{col 57}{space 4}-.0135756{col 70}{space 3} .0162111
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0029851{col 29}{space 2} .0050648{col 40}{space 1}   -0.59{col 49}{space 3}0.556{col 57}{space 4}-.0129376{col 70}{space 3} .0069675
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0043642{col 29}{space 2} .0044049{col 40}{space 1}   -0.99{col 49}{space 3}0.322{col 57}{space 4}  -.01302{col 70}{space 3} .0042916
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0197838{col 29}{space 2}    .0036{col 40}{space 1}    5.50{col 49}{space 3}0.000{col 57}{space 4} .0127097{col 70}{space 3} .0268579
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0064756{col 29}{space 2} .0028985{col 40}{space 1}   -2.23{col 49}{space 3}0.026{col 57}{space 4}-.0121712{col 70}{space 3}  -.00078
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0022767{col 29}{space 2} .0045721{col 40}{space 1}    0.50{col 49}{space 3}0.619{col 57}{space 4}-.0067076{col 70}{space 3}  .011261
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0002521{col 29}{space 2} .0002188{col 40}{space 1}   -1.15{col 49}{space 3}0.250{col 57}{space 4}-.0006821{col 70}{space 3} .0001778
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .005949{col 29}{space 2} .0035244{col 40}{space 1}    1.69{col 49}{space 3}0.092{col 57}{space 4}-.0009766{col 70}{space 3} .0128746
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0100113{col 29}{space 2} .0032606{col 40}{space 1}    3.07{col 49}{space 3}0.002{col 57}{space 4} .0036042{col 70}{space 3} .0164185
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0060748{col 29}{space 2} .0042082{col 40}{space 1}    1.44{col 49}{space 3}0.150{col 57}{space 4}-.0021945{col 70}{space 3} .0143442
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .014849{col 29}{space 2} .0050008{col 40}{space 1}    2.97{col 49}{space 3}0.003{col 57}{space 4} .0050223{col 70}{space 3} .0246756
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0022379{col 29}{space 2} .0004734{col 40}{space 1}   -4.73{col 49}{space 3}0.000{col 57}{space 4}-.0031682{col 70}{space 3}-.0013076
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0041106{col 29}{space 2} .0021459{col 40}{space 1}   -1.92{col 49}{space 3}0.056{col 57}{space 4}-.0083273{col 70}{space 3} .0001062
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0052661{col 29}{space 2} .0025299{col 40}{space 1}   -2.08{col 49}{space 3}0.038{col 57}{space 4}-.0102373{col 70}{space 3}-.0002948
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0058241{col 29}{space 2}  .006796{col 40}{space 1}    0.86{col 49}{space 3}0.392{col 57}{space 4}-.0075303{col 70}{space 3} .0191785
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0063385{col 29}{space 2} .0042036{col 40}{space 1}    1.51{col 49}{space 3}0.132{col 57}{space 4}-.0019217{col 70}{space 3} .0145987
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0070805{col 29}{space 2} .0042681{col 40}{space 1}   -1.66{col 49}{space 3}0.098{col 57}{space 4}-.0154674{col 70}{space 3} .0013064
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0113755{col 29}{space 2} .0031488{col 40}{space 1}   -3.61{col 49}{space 3}0.000{col 57}{space 4} -.017563{col 70}{space 3} -.005188
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0266881{col 29}{space 2} .0038493{col 40}{space 1}   -6.93{col 49}{space 3}0.000{col 57}{space 4}-.0342522{col 70}{space 3}-.0191241
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6414286{col 29}{space 2} .1345751{col 40}{space 1}    4.77{col 49}{space 3}0.000{col 57}{space 4} .3769838{col 70}{space 3} .9058734
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.22583742
{txt}
{com}. 
. test (physicalhealthh mentalhealthh)

{p 0 7}{space 1}{text:( 1)}{space 1} {res}physicalhealthh = 0{p_end}
{p 0 7}{space 1}{text:( 2)}{space 1} mentalhealthh = 0{p_end}

{txt}       F(  2,   469) ={res}    0.53
{txt}{col 13}Prob > F ={res}    0.5872
{txt}
{com}. 
. ///////////////////////////////////////////////
> //////////////  RANDOM EFFECTS  ///////////////
> ///////////////////////////////////////////////
> 
. replace conss = 1/reseR
{txt}(12,778 real changes made)

{com}. replace pubyearr = pubyear/reseR
{txt}(12,778 real changes made)

{com}. replace individualscc = individualsc/reseR
{txt}(11,058 real changes made)

{com}. replace panell = panel/reseR
{txt}(5,673 real changes made)

{com}. replace ivv = iv/reseR
{txt}(248 real changes made)

{com}. replace eastasiaa = eastasia/reseR
{txt}(2,602 real changes made)

{com}. replace westnortheuropee = westnortheurope/reseR
{txt}(4,330 real changes made)

{com}. replace highincomee = highincome/reseR
{txt}(1,203 real changes made)

{com}. replace othercountryy = othercountry/reseR
{txt}(1,978 real changes made)

{com}. replace physicalhealthh = physicalhealth/reseR
{txt}(4,770 real changes made)

{com}. replace mentalhealthh = mentalhealth/reseR
{txt}(2,934 real changes made)

{com}. replace selfreportedd = selfreported/reseR
{txt}(8,670 real changes made)

{com}. replace numberofscvariabless = numberofscvariables/reseR
{txt}(12,778 real changes made)

{com}. replace agee = age/reseR
{txt}(10,890 real changes made)

{com}. replace genderr = gender/reseR
{txt}(10,794 real changes made)

{com}. replace educationn = education/reseR
{txt}(7,658 real changes made)

{com}. replace maritalstatuss = maritalstatus/reseR
{txt}(4,977 real changes made)

{com}. replace incomee = income/reseR
{txt}(5,144 real changes made)

{com}. replace olss = ols/reseR
{txt}(1,780 real changes made)

{com}. replace orhrr = orhr/reseR
{txt}(7,056 real changes made)

{com}. replace hlmm = hlm/reseR
{txt}(2,286 real changes made)

{com}. replace seotherr = seother/reseR
{txt}(3,261 real changes made)

{com}. replace tnormall = tnormal/reseR
{txt}(2,751 real changes made)

{com}. replace tcalculatedbypvaluee = tcalculatedbypvalue/reseR
{txt}(2,280 real changes made)

{com}. 
. *---------------------------------------------------------*
. *   TABLE: RandomEffects(Weight1) // Stepwise Regression  *
. *---------------------------------------------------------*
. 
. // NOTE: For Random Effects models, SE/reseR is not equal to 1. This causes a problem because the
. // stepwise regression command does not have a "noconstant" option. Our solution is to run the stepwise
. // regression with the constant term, then drop it in the final equation.
. 
. // Here we use backwards stepwise regression selecting on the best regression using the BIC criterion
. drop esample
{txt}
{com}. quietly regress retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa ///
> westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh ///
> selfreportedd numberofscvariabless agee genderr educationn maritalstatuss ///
> incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee conss 
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr eastasiaa westnortheuropee highincomee ///
> othercountryy selfreportedd numberofscvariabless agee genderr educationn ///
> maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee , ///
> backward bic fix(conss physicalhealthh mentalhealthh individualscc panell ivv)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41263.38
{hline 78}
BIC {col 7}41258.2   :              remove repubbiasR
BIC {col 7}41255.79  :              remove   pubyearr
BIC {col 7}41255.97  :              remove  eastasiaa
BIC {col 7}41334.23  :              remove westnortheuropee
BIC {col 7}41255.48  :              remove highincomee
BIC {col 7}41266.94  :              remove othercountryy
BIC {col 7}41257.77  :              remove selfreportedd
BIC {col 7}41355.02  :              remove numberofscvariabless
BIC {col 7}41257.97  :              remove       agee
BIC {col 7}41257.38  :              remove    genderr
BIC {col 7}41266.78  :              remove educationn
BIC {col 7}41257.9   :              remove maritalstatuss
BIC {col 7}41255.2   :              remove    incomee
BIC {col 7}41255.67  :              remove       olss
BIC {col 7}41254.08  :              remove      orhrr
BIC {col 7}41255.38  :              remove       hlmm
BIC {col 7}41277.09  :              remove   seotherr
BIC {col 7}41254.78  :              remove   tnormall
BIC {col 7}41586.73  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41254.08
{hline 78}
BIC {col 7}41248.86  :              remove repubbiasR
BIC {col 7}41246.6   :              remove   pubyearr
BIC {col 7}41246.7   :              remove  eastasiaa
BIC {col 7}41324.95  :              remove westnortheuropee
BIC {col 7}41246.11  :              remove highincomee
BIC {col 7}41257.82  :              remove othercountryy
BIC {col 7}41248.46  :              remove selfreportedd
BIC {col 7}41345.89  :              remove numberofscvariabless
BIC {col 7}41248.51  :              remove       agee
BIC {col 7}41248.52  :              remove    genderr
BIC {col 7}41257.75  :              remove educationn
BIC {col 7}41248.59  :              remove maritalstatuss
BIC {col 7}41245.92  :              remove    incomee
BIC {col 7}41246.44  :              remove       olss
BIC {col 7}41246.02  :              remove       hlmm
BIC {col 7}41268.74  :              remove   seotherr
BIC {col 7}41245.33  :              remove   tnormall
BIC {col 7}41607.12  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tcalculatedbypvaluee : BIC  41245.33
{hline 78}
BIC {col 7}41239.9   :              remove repubbiasR
BIC {col 7}41237.89  :              remove   pubyearr
BIC {col 7}41237.8   :              remove  eastasiaa
BIC {col 7}41315.53  :              remove westnortheuropee
BIC {col 7}41237.17  :              remove highincomee
BIC {col 7}41249.33  :              remove othercountryy
BIC {col 7}41239.96  :              remove selfreportedd
BIC {col 7}41341.15  :              remove numberofscvariabless
BIC {col 7}41240.1   :              remove       agee
BIC {col 7}41239.75  :              remove    genderr
BIC {col 7}41248.94  :              remove educationn
BIC {col 7}41239.98  :              remove maritalstatuss
BIC {col 7}41236.97  :              remove    incomee
BIC {col 7}41238.46  :              remove       olss
BIC {col 7}41237.02  :              remove       hlmm
BIC {col 7}41259.68  :              remove   seotherr
BIC {col 7}41643.65  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tcalculatedbypvaluee : BIC  41236.97
{hline 78}
BIC {col 7}41231.4   :              remove repubbiasR
BIC {col 7}41229.27  :              remove   pubyearr
BIC {col 7}41229.61  :              remove  eastasiaa
BIC {col 7}41306.99  :              remove westnortheuropee
BIC {col 7}41228.53  :              remove highincomee
BIC {col 7}41240.68  :              remove othercountryy
BIC {col 7}41232.03  :              remove selfreportedd
BIC {col 7}41332.42  :              remove numberofscvariabless
BIC {col 7}41231.5   :              remove       agee
BIC {col 7}41231.47  :              remove    genderr
BIC {col 7}41244.45  :              remove educationn
BIC {col 7}41232.84  :              remove maritalstatuss
BIC {col 7}41230.1   :              remove       olss
BIC {col 7}41228.66  :              remove       hlmm
BIC {col 7}41251.19  :              remove   seotherr
BIC {col 7}41638.62  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tcalculatedbypvaluee : BIC  41228.53
{hline 78}
BIC {col 7}41222.51  :              remove repubbiasR
BIC {col 7}41221.22  :              remove   pubyearr
BIC {col 7}41220.29  :              remove  eastasiaa
BIC {col 7}41311.92  :              remove westnortheuropee
BIC {col 7}41238.72  :              remove othercountryy
BIC {col 7}41223.79  :              remove selfreportedd
BIC {col 7}41323.15  :              remove numberofscvariabless
BIC {col 7}41223.77  :              remove       agee
BIC {col 7}41222.62  :              remove    genderr
BIC {col 7}41235.7   :              remove educationn
BIC {col 7}41224.15  :              remove maritalstatuss
BIC {col 7}41221.15  :              remove       olss
BIC {col 7}41220.22  :              remove       hlmm
BIC {col 7}41242.9   :              remove   seotherr
BIC {col 7}41629.16  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tcalculatedbypvaluee : BIC  41220.22
{hline 78}
BIC {col 7}41214.07  :              remove repubbiasR
BIC {col 7}41212.79  :              remove   pubyearr
BIC {col 7}41212.19  :              remove  eastasiaa
BIC {col 7}41306.21  :              remove westnortheuropee
BIC {col 7}41229.8   :              remove othercountryy
BIC {col 7}41215.36  :              remove selfreportedd
BIC {col 7}41313.81  :              remove numberofscvariabless
BIC {col 7}41215.44  :              remove       agee
BIC {col 7}41214.28  :              remove    genderr
BIC {col 7}41227.25  :              remove educationn
BIC {col 7}41215.75  :              remove maritalstatuss
BIC {col 7}41212.3   :              remove       olss
BIC {col 7}41243.08  :              remove   seotherr
BIC {col 7}41621.26  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tcalculatedbypvaluee : BIC  41212.19
{hline 78}
BIC {col 7}41206.66  :              remove repubbiasR
BIC {col 7}41205.94  :              remove   pubyearr
BIC {col 7}41316.86  :              remove westnortheuropee
BIC {col 7}41231.02  :              remove othercountryy
BIC {col 7}41207.06  :              remove selfreportedd
BIC {col 7}41304.37  :              remove numberofscvariabless
BIC {col 7}41207.15  :              remove       agee
BIC {col 7}41205.83  :              remove    genderr
BIC {col 7}41220.02  :              remove educationn
BIC {col 7}41208.15  :              remove maritalstatuss
BIC {col 7}41204.04  :              remove       olss
BIC {col 7}41234.88  :              remove   seotherr
BIC {col 7}41612.96  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss   seotherr tcalculatedbypvaluee : BIC  41204.04
{hline 78}
BIC {col 7}41198.3   :              remove repubbiasR
BIC {col 7}41197.68  :              remove   pubyearr
BIC {col 7}41307.5   :              remove westnortheuropee
BIC {col 7}41222.2   :              remove othercountryy
BIC {col 7}41199.42  :              remove selfreportedd
BIC {col 7}41299.69  :              remove numberofscvariabless
BIC {col 7}41198.93  :              remove       agee
BIC {col 7}41197.87  :              remove    genderr
BIC {col 7}41211.23  :              remove educationn
BIC {col 7}41200.05  :              remove maritalstatuss
BIC {col 7}41227.16  :              remove   seotherr
BIC {col 7}41605.08  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR  westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss   seotherr tcalculatedbypvaluee : BIC  41197.68
{hline 78}
BIC {col 7}41191.55  :              remove repubbiasR
BIC {col 7}41303.59  :              remove westnortheuropee
BIC {col 7}41214.06  :              remove othercountryy
BIC {col 7}41193.65  :              remove selfreportedd
BIC {col 7}41292.27  :              remove numberofscvariabless
BIC {col 7}41193.16  :              remove       agee
BIC {col 7}41191.87  :              remove    genderr
BIC {col 7}41204.12  :              remove educationn
BIC {col 7}41193.29  :              remove maritalstatuss
BIC {col 7}41220.35  :              remove   seotherr
BIC {col 7}41618.26  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss   seotherr tcalculatedbypvaluee : BIC  41191.55
{hline 78}
BIC {col 7}41297.14  :              remove westnortheuropee
BIC {col 7}41206.94  :              remove othercountryy
BIC {col 7}41188.09  :              remove selfreportedd
BIC {col 7}41288.21  :              remove numberofscvariabless
BIC {col 7}41186.71  :              remove       agee
BIC {col 7}41186.27  :              remove    genderr
BIC {col 7}41197.98  :              remove educationn
BIC {col 7}41188.17  :              remove maritalstatuss
BIC {col 7}41217.09  :              remove   seotherr
BIC {col 7}41615.91  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn maritalstatuss   seotherr tcalculatedbypvaluee : BIC  41186.27
{hline 78}
BIC {col 7}41289.77  :              remove westnortheuropee
BIC {col 7}41201.59  :              remove othercountryy
BIC {col 7}41183.38  :              remove selfreportedd
BIC {col 7}41280.28  :              remove numberofscvariabless
BIC {col 7}41186.03  :              remove       agee
BIC {col 7}41195.97  :              remove educationn
BIC {col 7}41184.72  :              remove maritalstatuss
BIC {col 7}41211.13  :              remove   seotherr
BIC {col 7}41610.48  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv westnortheuropee othercountryy numberofscvariabless agee educationn maritalstatuss   seotherr tcalculatedbypvaluee : BIC  41183.38
{hline 78}
BIC {col 7}41284.55  :              remove westnortheuropee
BIC {col 7}41200.44  :              remove othercountryy
BIC {col 7}41280.03  :              remove numberofscvariabless
BIC {col 7}41185.47  :              remove       agee
BIC {col 7}41191.72  :              remove educationn
BIC {col 7}41181.42  :              remove maritalstatuss
BIC {col 7}41204.63  :              remove   seotherr
BIC {col 7}41608.69  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv westnortheuropee othercountryy numberofscvariabless agee educationn   seotherr tcalculatedbypvaluee : BIC  41181.42
{hline 78}
BIC {col 7}41288.29  :              remove westnortheuropee
BIC {col 7}41198.22  :              remove othercountryy
BIC {col 7}41272.98  :              remove numberofscvariabless
BIC {col 7}41185.19  :              remove       agee
BIC {col 7}41199.63  :              remove educationn
BIC {col 7}41203.71  :              remove   seotherr
BIC {col 7}41611.11  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    12,778
{txt}{hline 13}{c +}{hline 34}   F(13, 12764)    = {res}   116.52
{txt}       Model {c |} {res} 2205.55326        13  169.657943   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 18584.4668    12,764  1.45600649   {txt}R-squared       ={res}    0.1061
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.1052
{txt}       Total {c |} {res} 20790.0201    12,777   1.6271441   {txt}Root MSE        =   {res} 1.2067

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0037124{col 29}{space 2} .0025615{col 40}{space 1}    1.45{col 49}{space 3}0.147{col 57}{space 4}-.0013086{col 70}{space 3} .0087334
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0128246{col 29}{space 2} .0010462{col 40}{space 1}  -12.26{col 49}{space 3}0.000{col 57}{space 4}-.0148754{col 70}{space 3}-.0107738
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0068058{col 29}{space 2} .0010802{col 40}{space 1}   -6.30{col 49}{space 3}0.000{col 57}{space 4}-.0089231{col 70}{space 3}-.0046885
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0136224{col 29}{space 2} .0012594{col 40}{space 1}   10.82{col 49}{space 3}0.000{col 57}{space 4} .0111538{col 70}{space 3}  .016091
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0126458{col 29}{space 2} .0009581{col 40}{space 1}  -13.20{col 49}{space 3}0.000{col 57}{space 4}-.0145238{col 70}{space 3}-.0107678
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0043436{col 29}{space 2} .0027378{col 40}{space 1}   -1.59{col 49}{space 3}0.113{col 57}{space 4}-.0097101{col 70}{space 3} .0010229
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0099724{col 29}{space 2}  .000923{col 40}{space 1}   10.80{col 49}{space 3}0.000{col 57}{space 4} .0081631{col 70}{space 3} .0117816
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0065869{col 29}{space 2} .0012856{col 40}{space 1}   -5.12{col 49}{space 3}0.000{col 57}{space 4}-.0091069{col 70}{space 3}-.0040668
{txt}numberofscva~ss {c |}{col 17}{res}{space 2} -.000767{col 29}{space 2} .0000762{col 40}{space 1}  -10.06{col 49}{space 3}0.000{col 57}{space 4}-.0009163{col 70}{space 3}-.0006176
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0045504{col 29}{space 2} .0012518{col 40}{space 1}   -3.64{col 49}{space 3}0.000{col 57}{space 4}-.0070041{col 70}{space 3}-.0020966
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0050659{col 29}{space 2} .0009633{col 40}{space 1}   -5.26{col 49}{space 3}0.000{col 57}{space 4} -.006954{col 70}{space 3}-.0031778
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.005628{col 29}{space 2} .0009989{col 40}{space 1}   -5.63{col 49}{space 3}0.000{col 57}{space 4} -.007586{col 70}{space 3}  -.00367
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0234362{col 29}{space 2} .0011094{col 40}{space 1}  -21.13{col 49}{space 3}0.000{col 57}{space 4}-.0256108{col 70}{space 3}-.0212617
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .8230929{col 29}{space 2} .0523576{col 40}{space 1}   15.72{col 49}{space 3}0.000{col 57}{space 4} .7204642{col 70}{space 3} .9257216
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss physicalhealthh mentalhealthh individualscc panell ivv  ///
> westnortheuropee othercountryy numberofscvariabless agee educationn seotherr ///
> tcalculatedbypvaluee if esample == 1, noc vce(cluster id) 

{txt}Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(13, 469)        =  {res}    28.61
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2759
                                                {txt}Root MSE          =    {res} 1.2182

{txt}{ralign 81:(Std. Err. adjusted for {res:470} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0339838{col 29}{space 2} .0060852{col 40}{space 1}    5.58{col 49}{space 3}0.000{col 57}{space 4} .0220261{col 70}{space 3} .0459414
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0120635{col 29}{space 2} .0033372{col 40}{space 1}   -3.61{col 49}{space 3}0.000{col 57}{space 4}-.0186211{col 70}{space 3}-.0055059
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0057076{col 29}{space 2} .0029621{col 40}{space 1}   -1.93{col 49}{space 3}0.055{col 57}{space 4}-.0115283{col 70}{space 3} .0001131
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0146491{col 29}{space 2} .0040431{col 40}{space 1}    3.62{col 49}{space 3}0.000{col 57}{space 4} .0067043{col 70}{space 3} .0225939
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0139869{col 29}{space 2} .0030945{col 40}{space 1}   -4.52{col 49}{space 3}0.000{col 57}{space 4}-.0200678{col 70}{space 3} -.007906
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0072946{col 29}{space 2} .0052902{col 40}{space 1}   -1.38{col 49}{space 3}0.169{col 57}{space 4}-.0176899{col 70}{space 3} .0031008
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0094972{col 29}{space 2} .0035665{col 40}{space 1}    2.66{col 49}{space 3}0.008{col 57}{space 4} .0024888{col 70}{space 3} .0165055
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0045282{col 29}{space 2} .0036483{col 40}{space 1}   -1.24{col 49}{space 3}0.215{col 57}{space 4}-.0116974{col 70}{space 3} .0026409
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0009324{col 29}{space 2} .0002373{col 40}{space 1}   -3.93{col 49}{space 3}0.000{col 57}{space 4}-.0013986{col 70}{space 3}-.0004661
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0043689{col 29}{space 2} .0041402{col 40}{space 1}   -1.06{col 49}{space 3}0.292{col 57}{space 4}-.0125046{col 70}{space 3} .0037667
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0059623{col 29}{space 2} .0028574{col 40}{space 1}   -2.09{col 49}{space 3}0.037{col 57}{space 4}-.0115772{col 70}{space 3}-.0003475
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0073813{col 29}{space 2} .0035009{col 40}{space 1}   -2.11{col 49}{space 3}0.036{col 57}{space 4}-.0142606{col 70}{space 3}-.0005019
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0229123{col 29}{space 2} .0035851{col 40}{space 1}   -6.39{col 49}{space 3}0.000{col 57}{space 4}-.0299572{col 70}{space 3}-.0158674
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)         
{res}.27521161
{txt}
{com}. 
. test (physicalhealthh mentalhealthh)       

{p 0 7}{space 1}{text:( 1)}{space 1} {res}physicalhealthh = 0{p_end}
{p 0 7}{space 1}{text:( 2)}{space 1} mentalhealthh = 0{p_end}

{txt}       F(  2,   469) ={res}    7.13
{txt}{col 13}Prob > F ={res}    0.0009
{txt}
{com}. 
. *---------------------------------------------------------*
. *   TABLE: RandomEffects(Weight2) // Stepwise Regression  *
. *---------------------------------------------------------*
. drop esample
{txt}
{com}. quietly regress retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa ///
> westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh ///
> selfreportedd numberofscvariabless agee genderr educationn maritalstatuss ///
> incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee conss ///
> [pweight = weight] 
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr eastasiaa westnortheuropee highincomee ///
> othercountryy selfreportedd numberofscvariabless agee genderr educationn ///
> maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee ///
> [pweight = weight] , backward bic fix(conss physicalhealthh mentalhealthh individualscc panell ivv)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45580.48
{hline 78}
BIC {col 7}45577.18  :              remove repubbiasR
BIC {col 7}45583.36  :              remove   pubyearr
BIC {col 7}45579.76  :              remove  eastasiaa
BIC {col 7}45606.14  :              remove westnortheuropee
BIC {col 7}45581.86  :              remove highincomee
BIC {col 7}45571.07  :              remove othercountryy
BIC {col 7}45598.72  :              remove selfreportedd
BIC {col 7}45783.04  :              remove numberofscvariabless
BIC {col 7}45582.48  :              remove       agee
BIC {col 7}45575.89  :              remove    genderr
BIC {col 7}45613.19  :              remove educationn
BIC {col 7}45578.09  :              remove maritalstatuss
BIC {col 7}45574.61  :              remove    incomee
BIC {col 7}45586.08  :              remove       olss
BIC {col 7}45571.04  :              remove      orhrr
BIC {col 7}45576.89  :              remove       hlmm
BIC {col 7}45589.33  :              remove   seotherr
BIC {col 7}45589.45  :              remove   tnormall
BIC {col 7}46060.78  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45571.04
{hline 78}
BIC {col 7}45567.73  :              remove repubbiasR
BIC {col 7}45573.91  :              remove   pubyearr
BIC {col 7}45570.38  :              remove  eastasiaa
BIC {col 7}45596.72  :              remove westnortheuropee
BIC {col 7}45572.42  :              remove highincomee
BIC {col 7}45561.63  :              remove othercountryy
BIC {col 7}45589.31  :              remove selfreportedd
BIC {col 7}45774.08  :              remove numberofscvariabless
BIC {col 7}45573.15  :              remove       agee
BIC {col 7}45566.58  :              remove    genderr
BIC {col 7}45603.8   :              remove educationn
BIC {col 7}45568.65  :              remove maritalstatuss
BIC {col 7}45565.18  :              remove    incomee
BIC {col 7}45584.11  :              remove       olss
BIC {col 7}45568.6   :              remove       hlmm
BIC {col 7}45580.97  :              remove   seotherr
BIC {col 7}45584.22  :              remove   tnormall
BIC {col 7}46089.87  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45561.63
{hline 78}
BIC {col 7}45558.37  :              remove repubbiasR
BIC {col 7}45565.01  :              remove   pubyearr
BIC {col 7}45562.71  :              remove  eastasiaa
BIC {col 7}45597.89  :              remove westnortheuropee
BIC {col 7}45563.85  :              remove highincomee
BIC {col 7}45579.89  :              remove selfreportedd
BIC {col 7}45766.32  :              remove numberofscvariabless
BIC {col 7}45563.74  :              remove       agee
BIC {col 7}45557.14  :              remove    genderr
BIC {col 7}45594.35  :              remove educationn
BIC {col 7}45559.23  :              remove maritalstatuss
BIC {col 7}45555.86  :              remove    incomee
BIC {col 7}45574.67  :              remove       olss
BIC {col 7}45559.19  :              remove       hlmm
BIC {col 7}45571.53  :              remove   seotherr
BIC {col 7}45574.77  :              remove   tnormall
BIC {col 7}46080.93  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45555.86
{hline 78}
BIC {col 7}45552.28  :              remove repubbiasR
BIC {col 7}45561.19  :              remove   pubyearr
BIC {col 7}45556.4   :              remove  eastasiaa
BIC {col 7}45592.26  :              remove westnortheuropee
BIC {col 7}45556.94  :              remove highincomee
BIC {col 7}45574.47  :              remove selfreportedd
BIC {col 7}45760.25  :              remove numberofscvariabless
BIC {col 7}45557.35  :              remove       agee
BIC {col 7}45551.93  :              remove    genderr
BIC {col 7}45594.96  :              remove educationn
BIC {col 7}45555.26  :              remove maritalstatuss
BIC {col 7}45569.32  :              remove       olss
BIC {col 7}45553.61  :              remove       hlmm
BIC {col 7}45566.56  :              remove   seotherr
BIC {col 7}45571.64  :              remove   tnormall
BIC {col 7}46095.7   :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv repubbiasR pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45551.93
{hline 78}
BIC {col 7}45548.58  :              remove repubbiasR
BIC {col 7}45556.74  :              remove   pubyearr
BIC {col 7}45551.76  :              remove  eastasiaa
BIC {col 7}45588.89  :              remove westnortheuropee
BIC {col 7}45553.36  :              remove highincomee
BIC {col 7}45570.58  :              remove selfreportedd
BIC {col 7}45756.3   :              remove numberofscvariabless
BIC {col 7}45548.75  :              remove       agee
BIC {col 7}45595.78  :              remove educationn
BIC {col 7}45553.06  :              remove maritalstatuss
BIC {col 7}45566.85  :              remove       olss
BIC {col 7}45549.34  :              remove       hlmm
BIC {col 7}45562.83  :              remove   seotherr
BIC {col 7}45567.17  :              remove   tnormall
BIC {col 7}46090.67  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45548.58
{hline 78}
BIC {col 7}45554.55  :              remove   pubyearr
BIC {col 7}45550.33  :              remove  eastasiaa
BIC {col 7}45583.7   :              remove westnortheuropee
BIC {col 7}45549.35  :              remove highincomee
BIC {col 7}45568.62  :              remove selfreportedd
BIC {col 7}45755.43  :              remove numberofscvariabless
BIC {col 7}45545.16  :              remove       agee
BIC {col 7}45592.69  :              remove educationn
BIC {col 7}45551.33  :              remove maritalstatuss
BIC {col 7}45563.1   :              remove       olss
BIC {col 7}45545.23  :              remove       hlmm
BIC {col 7}45560.34  :              remove   seotherr
BIC {col 7}45567.07  :              remove   tnormall
BIC {col 7}46089.78  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless  educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  45545.16
{hline 78}
BIC {col 7}45552.51  :              remove   pubyearr
BIC {col 7}45547.18  :              remove  eastasiaa
BIC {col 7}45583.84  :              remove westnortheuropee
BIC {col 7}45545.73  :              remove highincomee
BIC {col 7}45563.49  :              remove selfreportedd
BIC {col 7}45757.03  :              remove numberofscvariabless
BIC {col 7}45583.23  :              remove educationn
BIC {col 7}45546.07  :              remove maritalstatuss
BIC {col 7}45558.27  :              remove       olss
BIC {col 7}45541.89  :              remove       hlmm
BIC {col 7}45556.3   :              remove   seotherr
BIC {col 7}45563.51  :              remove   tnormall
BIC {col 7}46097.88  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss physicalhealthh mentalhealthh individualscc panell ivv pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless  educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  45541.89
{hline 78}
BIC {col 7}45549.52  :              remove   pubyearr
BIC {col 7}45544.99  :              remove  eastasiaa
BIC {col 7}45581.95  :              remove westnortheuropee
BIC {col 7}45542.91  :              remove highincomee
BIC {col 7}45560.85  :              remove selfreportedd
BIC {col 7}45750.92  :              remove numberofscvariabless
BIC {col 7}45580.14  :              remove educationn
BIC {col 7}45542.82  :              remove maritalstatuss
BIC {col 7}45551.95  :              remove       olss
BIC {col 7}45547.94  :              remove   seotherr
BIC {col 7}45560.94  :              remove   tnormall
BIC {col 7}46095.72  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 470)

Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(18, 12759)      =  {res}    24.37
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.0996
                                                {txt}Root MSE          =    {res} 1.4288

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0022883{col 29}{space 2} .0064518{col 40}{space 1}   -0.35{col 49}{space 3}0.723{col 57}{space 4}-.0149347{col 70}{space 3} .0103581
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0070961{col 29}{space 2} .0035758{col 40}{space 1}   -1.98{col 49}{space 3}0.047{col 57}{space 4}-.0141052{col 70}{space 3} -.000087
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0042016{col 29}{space 2} .0030925{col 40}{space 1}   -1.36{col 49}{space 3}0.174{col 57}{space 4}-.0102635{col 70}{space 3} .0018602
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .017204{col 29}{space 2} .0021264{col 40}{space 1}    8.09{col 49}{space 3}0.000{col 57}{space 4} .0130359{col 70}{space 3} .0213721
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0098647{col 29}{space 2} .0026646{col 40}{space 1}   -3.70{col 49}{space 3}0.000{col 57}{space 4}-.0150878{col 70}{space 3}-.0046416
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0013736{col 29}{space 2} .0057729{col 40}{space 1}    0.24{col 49}{space 3}0.812{col 57}{space 4}-.0099422{col 70}{space 3} .0126894
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0003764{col 29}{space 2}  .000181{col 40}{space 1}   -2.08{col 49}{space 3}0.038{col 57}{space 4}-.0007312{col 70}{space 3}-.0000216
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0051872{col 29}{space 2} .0030662{col 40}{space 1}    1.69{col 49}{space 3}0.091{col 57}{space 4}-.0008231{col 70}{space 3} .0111975
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0083749{col 29}{space 2} .0025216{col 40}{space 1}    3.32{col 49}{space 3}0.001{col 57}{space 4} .0034322{col 70}{space 3} .0133175
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0064467{col 29}{space 2} .0048444{col 40}{space 1}    1.33{col 49}{space 3}0.183{col 57}{space 4}-.0030491{col 70}{space 3} .0159425
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0099433{col 29}{space 2} .0036919{col 40}{space 1}    2.69{col 49}{space 3}0.007{col 57}{space 4} .0027067{col 70}{space 3} .0171799
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0018715{col 29}{space 2} .0002023{col 40}{space 1}   -9.25{col 49}{space 3}0.000{col 57}{space 4} -.002268{col 70}{space 3}-.0014751
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0080181{col 29}{space 2} .0024151{col 40}{space 1}   -3.32{col 49}{space 3}0.001{col 57}{space 4} -.012752{col 70}{space 3}-.0032842
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0034185{col 29}{space 2}  .002004{col 40}{space 1}   -1.71{col 49}{space 3}0.088{col 57}{space 4}-.0073466{col 70}{space 3} .0005096
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0066387{col 29}{space 2} .0045327{col 40}{space 1}    1.46{col 49}{space 3}0.143{col 57}{space 4}-.0022462{col 70}{space 3} .0155235
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0047716{col 29}{space 2} .0021427{col 40}{space 1}   -2.23{col 49}{space 3}0.026{col 57}{space 4}-.0089716{col 70}{space 3}-.0005717
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0067074{col 29}{space 2} .0027025{col 40}{space 1}   -2.48{col 49}{space 3}0.013{col 57}{space 4}-.0120048{col 70}{space 3}  -.00141
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0348319{col 29}{space 2} .0026075{col 40}{space 1}  -13.36{col 49}{space 3}0.000{col 57}{space 4}-.0399429{col 70}{space 3}-.0297208
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .7179126{col 29}{space 2} .1288351{col 40}{space 1}    5.57{col 49}{space 3}0.000{col 57}{space 4} .4653764{col 70}{space 3} .9704488
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each study (Column 4)
. regress retstatR conss physicalhealthh mentalhealthh individualscc panell ivv  ///
> pubyearr eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless ///
> educationn maritalstatuss olss seotherr tnormall tcalculatedbypvaluee [pweight = weight] ///
> if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 470)

Linear regression                               Number of obs     = {res}    12,778
                                                {txt}F(18, 469)        =  {res}    25.67
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3031
                                                {txt}Root MSE          =    {res} 1.4382

{txt}{ralign 81:(Std. Err. adjusted for {res:470} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0253299{col 29}{space 2} .0092257{col 40}{space 1}    2.75{col 49}{space 3}0.006{col 57}{space 4} .0072011{col 70}{space 3} .0434587
{txt}physicalhealthh {c |}{col 17}{res}{space 2} -.005919{col 29}{space 2} .0065594{col 40}{space 1}   -0.90{col 49}{space 3}0.367{col 57}{space 4}-.0188085{col 70}{space 3} .0069704
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0032687{col 29}{space 2} .0045652{col 40}{space 1}   -0.72{col 49}{space 3}0.474{col 57}{space 4}-.0122395{col 70}{space 3} .0057022
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0182472{col 29}{space 2} .0040404{col 40}{space 1}    4.52{col 49}{space 3}0.000{col 57}{space 4} .0103076{col 70}{space 3} .0261867
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0115982{col 29}{space 2} .0040729{col 40}{space 1}   -2.85{col 49}{space 3}0.005{col 57}{space 4}-.0196016{col 70}{space 3}-.0035947
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0003427{col 29}{space 2} .0083192{col 40}{space 1}   -0.04{col 49}{space 3}0.967{col 57}{space 4}-.0166902{col 70}{space 3} .0160048
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0004323{col 29}{space 2} .0003167{col 40}{space 1}   -1.37{col 49}{space 3}0.173{col 57}{space 4}-.0010545{col 70}{space 3} .0001899
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0055844{col 29}{space 2} .0049742{col 40}{space 1}    1.12{col 49}{space 3}0.262{col 57}{space 4}  -.00419{col 70}{space 3} .0153588
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0071117{col 29}{space 2} .0044766{col 40}{space 1}    1.59{col 49}{space 3}0.113{col 57}{space 4} -.001685{col 70}{space 3} .0159083
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}  .006139{col 29}{space 2} .0076122{col 40}{space 1}    0.81{col 49}{space 3}0.420{col 57}{space 4}-.0088191{col 70}{space 3} .0210972
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0104548{col 29}{space 2} .0064862{col 40}{space 1}    1.61{col 49}{space 3}0.108{col 57}{space 4}-.0022908{col 70}{space 3} .0232004
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0019742{col 29}{space 2} .0003668{col 40}{space 1}   -5.38{col 49}{space 3}0.000{col 57}{space 4} -.002695{col 70}{space 3}-.0012534
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0095797{col 29}{space 2} .0039239{col 40}{space 1}   -2.44{col 49}{space 3}0.015{col 57}{space 4}-.0172902{col 70}{space 3}-.0018691
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0038658{col 29}{space 2} .0034899{col 40}{space 1}   -1.11{col 49}{space 3}0.269{col 57}{space 4}-.0107235{col 70}{space 3} .0029919
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0071453{col 29}{space 2} .0073017{col 40}{space 1}    0.98{col 49}{space 3}0.328{col 57}{space 4}-.0072029{col 70}{space 3} .0214934
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0057291{col 29}{space 2} .0039177{col 40}{space 1}   -1.46{col 49}{space 3}0.144{col 57}{space 4}-.0134275{col 70}{space 3} .0019693
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0071158{col 29}{space 2} .0044266{col 40}{space 1}   -1.61{col 49}{space 3}0.109{col 57}{space 4}-.0158143{col 70}{space 3} .0015827
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0338935{col 29}{space 2} .0051528{col 40}{space 1}   -6.58{col 49}{space 3}0.000{col 57}{space 4}-.0440188{col 70}{space 3}-.0237681
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.30210871
{txt}
{com}. 
. test (physicalhealthh mentalhealthh)

{p 0 7}{space 1}{text:( 1)}{space 1} {res}physicalhealthh = 0{p_end}
{p 0 7}{space 1}{text:( 2)}{space 1} mentalhealthh = 0{p_end}

{txt}       F(  2,   469) ={res}    0.48
{txt}{col 13}Prob > F ={res}    0.6207
{txt}
{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\XINDONG XUE\META-ANALYSIS\REVISION FOR JHE\DATA AND CODE\Part2 Results(20191130).smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res} 1 Dec 2019, 19:25:54
{txt}{.-}
{smcl}
{txt}{sf}{ul off}